[no subject]

On Mon, Mar 9, 2015 at 12:09 AM, Gareth Owen <gareth.w.owen@xxxxxxxxx>
wrote:

> Hi,
>
> I've been looking over solvers for the generalized eigenvalue problem a
> bit this week, and I was wondering which implementation would be meant fo=
r
> the generalized eigensolver within Eigen - generalized symmetric definite
> or generalized nonsymmetric? Which might be best to try and implement fir=
st?
>
> thanks
> Gareth
>
> On Fri, Mar 6, 2015 at 3:18 PM, Gael Guennebaud <gael.guennebaud@xxxxxxxx=
m
> > wrote:
>
>> As far as I known, nothing has been started yet.
>>
>> gael
>>
>> On Fri, Mar 6, 2015 at 12:48 PM, Gareth Owen <gareth.w.owen@xxxxxxxxx>
>> wrote:
>>
>>> Hi,
>>>
>>> I've noticed that the generalized eigensolver bug (645) is still open -
>>> is there any work being done on this?
>>>
>>> thanks
>>> Gareth
>>>
>>
>>
>

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<div dir=3D"ltr">Current state-of-the-art is multishift QZ with early (and =
aggressive) deflation:<div><br></div><div><div>Kre=C3=9Fner D., Numerical m=
ethods and software for general and structured eigenvalue problems, PhD the=
sis, TU Berlin, Institut f=C3=BCr Mathematik, 2004.</div><div>K=C3=A5gstr=
=C3=B6m B., Kre=C3=9Fner D., Multishift variants of the QZ algorithm with a=
ggressive early deflation, SIAM Journal on Matrix Analysis and Applications=
, 2006.</div></div><div class=3D"gmail_extra"><br></div><div class=3D"gmail=
_extra">It is advanced algorithm and it will be implemented in next version=
 of LAPACK:=C2=A0<a href=3D"http://goo.gl/yVYlGA";>http://goo.gl/yVYlGA</a><=
/div><div class=3D"gmail_extra"><br></div><div class=3D"gmail_extra">From a=
rbitrary precision point of view - solver for nonsymmetric matrices has mor=
e sense as eigenvalues/vectors are (usually) ill-conditioned and extended p=
recision is the must.</div><div class=3D"gmail_extra"><br></div><div class=
=3D"gmail_extra"><div class=3D"gmail_quote">On Mon, Mar 9, 2015 at 12:09 AM=
, Gareth Owen <span dir=3D"ltr">&lt;<a href=3D"mailto:gareth.w.owen@gmail.c=
om" target=3D"_blank">gareth.w.owen@xxxxxxxxx</a>&gt;</span> wrote:<br><blo=
ckquote class=3D"gmail_quote" style=3D"margin:0px 0px 0px 0.8ex;border-left=
-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;paddi=
ng-left:1ex"><div dir=3D"ltr"><div><div><div>Hi,<br><br></div>I&#39;ve been=
 looking over solvers for the generalized eigenvalue problem a bit this wee=
k, and I was wondering which implementation would be meant for the generali=
zed eigensolver within Eigen - generalized symmetric definite or generalize=
d nonsymmetric? Which might be best to try and implement first?<br><br></di=
v>thanks<span class=3D""><font color=3D"#888888"><br></font></span></div><s=
pan class=3D""><font color=3D"#888888">Gareth<br></font></span></div><div c=
lass=3D""><div class=3D"h5"><div class=3D"gmail_extra"><br><div class=3D"gm=
ail_quote">On Fri, Mar 6, 2015 at 3:18 PM, Gael Guennebaud <span dir=3D"ltr=
">&lt;<a href=3D"mailto:gael.guennebaud@xxxxxxxxx"; target=3D"_blank">gael.g=
uennebaud@xxxxxxxxx</a>&gt;</span> wrote:<br><blockquote class=3D"gmail_quo=
te" style=3D"margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-col=
or:rgb(204,204,204);border-left-style:solid;padding-left:1ex"><div dir=3D"l=
tr">As far as I known, nothing has been started yet.<span><font color=3D"#8=
88888"><div><br></div><div>gael</div></font></span></div><div><div><div cla=
ss=3D"gmail_extra"><br><div class=3D"gmail_quote">On Fri, Mar 6, 2015 at 12=
:48 PM, Gareth Owen <span dir=3D"ltr">&lt;<a href=3D"mailto:gareth.w.owen@g=
mail.com" target=3D"_blank">gareth.w.owen@xxxxxxxxx</a>&gt;</span> wrote:<b=
r><blockquote class=3D"gmail_quote" style=3D"margin:0px 0px 0px 0.8ex;borde=
r-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid=
;padding-left:1ex"><div dir=3D"ltr"><div><div><div>Hi,<br><br></div>I&#39;v=
e noticed that the generalized eigensolver bug (645) is still open - is the=
re any work being done on this?<br><br></div>thanks<span><font color=3D"#88=
8888"><br></font></span></div><span><font color=3D"#888888">Gareth<br></fon=
t></span></div>
</blockquote></div><br></div>
</div></div></blockquote></div><br></div>
</div></div></blockquote></div><br></div></div>

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